+423.8%
SIMO vs ZCMD
-100.0%
+523.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.4% | +7.3% | +8.6% |
| 7D | +0.9% | +1.4% | -0.4% | +0.9% |
| 30D | -25.4% | -29.8% | +4.4% | -24.6% |
| 3M | -17.8% | -54.9% | +37.1% | -16.0% |
| 6M | -29.6% | -99.7% | +70.1% | -25.1% |
| YTD | +100.3% | -99.9% | +200.2% | +115.9% |
| 1Y | +100.4% | -99.9% | +200.3% | +117.4% |
| 3Y | +246.1% | -100.0% | +346.1% | +297.6% |
| 5Y | +189.8% | -100.0% | +289.8% | +240.9% |
| All | +423.8% | -100.0% | +523.8% | +574.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling